Research


Stop-loss Strategies with Serial Correlation, Regime Switching, and Transaction Costs

with Alexander Remorov, Journal of Financial Markets 34 (2017) 1–15

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The Gordon Gekko Effect: The Role of Culture in the Financial Industry

Economic Policy Review 22(2016), 17–42.

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The Origin of Risk Aversion

with Ruixun Zhang, Thomas J. Brennan, Proceedings of the National Academy of Sciences 111(2014), 17777–17782.

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Group Selection as Behavioral Adaptation to Systematic Risk

with Ruixun Zhang, Thomas J. Brennan, PLOS One 9 (2014)

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When Do Stop-Loss Rules Stop Losses?

with Kathryn M. Kaminski, Journal of Financial Markets 18 (2014), 234-254.

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Fear, Greed, and Financial Crises: A Cognitive Neurosciences Perspective

Handbook of Systemic Risk, edited by J.P. Fouque and J. Langsam

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The Origin of Bounded Rationality and Intelligence

Proceedings of the American Philosophical Society 157 (2013), 269-280.

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Adaptive Markets and the New World Order

Financial Analysts Journal, 68 (2012), 18-29

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An Evolutionary Model of Bounded Rationality and Intelligence

with Thomas J. Brennan, PLOS One, 7:11 (2012)

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A Computational View of Market Efficiency

with Jasmina Hasanhodzic and Emanuele Viola, Quantitative Finance 7, 1043-1050

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